-32.4%
CHTR vs MOD
-6.2%
-26.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +27.9% | -23.5% | +5.0% |
| 7D | +17.2% | +40.4% | -23.2% | +18.6% |
| 30D | +31.6% | -14.0% | +45.6% | +31.6% |
| 3M | -11.6% | -33.3% | +21.8% | -11.7% |
| 6M | -3.3% | -51.4% | +48.1% | -2.8% |
| YTD | -33.7% | +1.6% | -35.3% | -39.1% |
| 1Y | -32.4% | +5.4% | -37.8% | -38.3% |
| All | -32.4% | -6.2% | -26.3% | -38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded MOD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling